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Modified Zassenhaus formula and Stratonovich stochastic integrals

✍ Scribed by Zhao Zu Sen,


Book ID
120989900
Publisher
American Institute of Physics
Year
1991
Tongue
English
Weight
524 KB
Volume
32
Category
Article
ISSN
0022-2488

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πŸ“œ SIMILAR VOLUMES


The ItΓ΄ and Stratonovich integrals for s
✍ Mircea Grigoriu πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 808 KB

The relationship between the It6 and the Stratonovich integrals used for solving stochastic differential equations with Gaussian white noise is well known. However, this relationship seems to be less clear when dealing with stochastic differential equations driven by Poisson white noise. It is shown